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Avtomatika i Telemekhanika, 2012, Issue 2, Pages 41–60 (Mi at3610)  
This article is cited in 2 scientific papers (total in 2 papers)

Linear and Nonlinear Programming

Stochastic quasigradient algorithm to minimize the function of integral quantile

A. I. Kibzun, A. I. Chernobrovov

Moscow State Aviation Institute, Moscow, Russia
Full-text PDF (280 kB) Citations (2)
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Abstract: Proposed was a stochastic quasigradient algorithm to minimize the integral quantile function (CVaR criterion) with the use of the order statistics. Convergence of the algorithm with the probability one was proved, and an example was considered.
Presented by the member of Editorial Board: A. P. Kurdyukov

Received: 06.06.2011
English version:
Automation and Remote Control, 2012, Volume 73, Issue 2, Pages 247–264
DOI: https://doi.org/10.1134/S000511791202004X
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Kibzun, A. I. Chernobrovov, “Stochastic quasigradient algorithm to minimize the function of integral quantile”, Avtomat. i Telemekh., 2012, no. 2, 41–60; Autom. Remote Control, 73:2 (2012), 247–264
Citation in format AMSBIB
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\by A.~I.~Kibzun, A.~I.~Chernobrovov
\paper Stochastic quasigradient algorithm to minimize the function of integral quantile
\jour Avtomat. i Telemekh.
\yr 2012
\issue 2
\pages 41--60
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\transl
\jour Autom. Remote Control
\yr 2012
\vol 73
\issue 2
\pages 247--264
\crossref{https://doi.org/10.1134/S000511791202004X}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84862124172}
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  • https://www.mathnet.ru/eng/at/y2012/i2/p41
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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